Economic Policy Uncertainty and the Energy Stock Market - Evidence From China

Yumiao Wang and Dongmin Kong ()
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Dongmin Kong: School of Economics, Huazhong University of Science and Technology

Energy RESEARCH LETTERS, 2022, vol. 3, issue 1, 1-4

Abstract: This paper focuses on the relation between China’s economic policy uncertainty and the energy stock market. Based on monthly data from July 2007 to June 2021, we use a structural vector autoregression model to investigate the effect of economic policy uncertainty. We find that economic policy uncertainty has a negative effect on the energy stock market in China. In addition, the energy stock market is positively affected by the country’s overall stock market.

Keywords: economic policy uncertainty; energy stock market; svar; china (search for similar items in EconPapers)
JEL-codes: D81 G12 Q43 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (6)

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